Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.50% | 100.54 % | 101.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,925 USD | 505,425 USD | 100.00% | 100.00% |
20/12/2024 | 0.50% | 100.22 % | 100.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,681 USD | 501,181 USD | 100.00% | 100.00% |
19/12/2024 | 0.50% | 100.33 % | 100.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,252 USD | 505,752 USD | 99.79% | 99.79% |
18/12/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,068 USD | 508,568 USD | 96.58% | 96.58% |
17/12/2024 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,238 USD | 508,738 USD | 98.48% | 98.48% |
16/12/2024 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,923 USD | 508,423 USD | 100.00% | 100.00% |
13/12/2024 | 0.49% | 101.13 % | 101.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,309 USD | 508,809 USD | 100.00% | 100.00% |
12/12/2024 | 0.49% | 101.17 % | 101.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,996 USD | 508,496 USD | 100.00% | 100.00% |
11/12/2024 | 0.49% | 101.16 % | 101.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,083 USD | 507,583 USD | 100.00% | 100.00% |
10/12/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,362 USD | 507,862 USD | 98.26% | 98.26% |